sotnkcorrelations

DBMF iMGP DBi Managed Futures Strategy ETF

Last close
31.48
504-day return
+29.60%
Median $/day
$20.3M
Significant pairs
267

DBMF vs AHLT

Both indexed to 100 at 2026-05-11.

DBMF AHLT · range 96–108 · 2026-05-11 → 2026-11-06

Moves with DBMF

Same-day co-movement.

Symbol$/dayLagρHoldout ρStabilityqTier
AHLT American Beacon AHL Trend ETF$123k0d+0.77+0.75100%<1e-15robust
RSBT Return Stacked Bonds & Managed Futures ETF$425k0d+0.65+0.61100%<1e-15robust
ARP PMV Adaptive Risk Parity ETF$121k0d+0.57+0.32100%<1e-15moderate
RSST Return Stacked U.S. Stocks & Managed Futures ETF$1.8M0d+0.57+0.45100%<1e-15robust
LALT First Trust Multi-Strategy Alternative ETF$187k0d+0.53+0.52100%<1e-15robust
GCC WisdomTree Enhanced Commodity Strategy Fund$466k0d+0.52+0.51100%<1e-15robust
CERY State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF$1.8M0d+0.51+0.54100%<1e-15robust
NBCM Neuberger Commodity Strategy ETF$884k0d+0.51+0.52100%<1e-15robust
GMOM Cambria Global Momentum ETF$131k0d+0.50+0.25100%<1e-15moderate
PIT VanEck Commodity Strategy ETF$191k0d+0.50+0.54100%<1e-15robust
RAAX VanEck Real Assets ETF$1.8M0d+0.49+0.35100%<1e-15robust
CMDT PIMCO Commodity and Bond Strategy Active Exchange-Traded Fund$1.3M0d+0.48+0.54100%<1e-15robust
FMF First Trust Managed Futures Strategy Fund$844k0d+0.48+0.55100%<1e-15robust
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF$1.4M0d+0.48+0.51100%<1e-15robust
KMLM KraneShares Mount Lucas Managed Futures Index Strategy ETF$3.0M0d+0.48+0.68100%<1e-15robust